Epstein Files Search

EFTA00556664Set 9

2012-06-0433p5,638w

recent past Directional/Market Neutral Historical Drawdown e e Sharpe 3.92 Yearly Return to Max DD 5.34 Avg Yearly Return 22.8% Profitable Days % 59% Avg Daily Return 0.08% StDev Daily Return ... Daily Return 2.91% Worst Daily Return -2.24% Directional/Market Neutral Equity Curve Worst DD -4.27% Max DD Duration 136 days Avg Worst 10 DD Duration 62.9 days Ct ARMIN EFTA00556674 Performance ... Sharpe 3.22 Yearly Return to Max DD 3.18 Avg Yearly Return 28.90% 14(0) Profitable Days % 57% X -o NOM Avg Daily Return 0.10% Directional Equity Curve StDev Daily Return

https://www.justice.gov/epstein/files/DataSet%209/EFTA00556664.pdf

EFTA01741496Set 10

2016-10-205p562w

September: +1.31% 2016 YTD: +1.10% AROR: +5.97% 2X Risk Metrics Sharpe: 1.96 Volatility: 6.48% Max DD: 2.02% lx Risk Metrics Sharpe: 1.52 Volatility: 3.92% Max DD: 1.40% 2X Nominal

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01741496.pdf

EFTA01182804Set 9

2016-04-214p725w

Sharpe: 1.53 Program: $20M EFTA01182804 2016 YTD: -1.06% Volatility: 4.23% Firm: $26M Annualized: +6.49% Max DD: 1.40% Proprietary: $6M 2X Program Net Returns* Risk Metrics Nominal AUM March: 0.02% Sharpe ... Program: $0M 2016 YTD: -1.13% Volatility: 7.07% Firm: $26M Annualized: +13.39% Max DD: 2.02% Proprietary: $6M Download 1X Performance Summary Download 2X Performance Summary PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE

https://www.justice.gov/epstein/files/DataSet%209/EFTA01182804.pdf

EFTA01182384Set 9

2016-05-024p514w

Sharpe: 1.62 Program: $20M EFTA01182384 2016 YTD: -0.11% Volatility: 4.13% Firm: $26M AROR: +6.79% Max DD: 1.40% Proprietary: $6M 2X 2X 2X Net Returns* Risk Metrics Nominal AUM April ... Sharpe: 2.02 Program: $0M 2016 YTD: +0.70% Volatility: 6.90% Firm: $26M AROR: +13.96% Max DD: 2.02% Proprietary: $6M Download 1X Performance Summary Download 2X Performance Summary PAST PERFORMANCE

https://www.justice.gov/epstein/files/DataSet%209/EFTA01182384.pdf

EFTA00653559Set 9

2016-06-244p513w

Sharpe: 1.34 Program: $20M EFTA00653559 2016 YTD: -1.26% Volatility: 4.24% Firm: $26M AROR: +5.70% Max DD: 1.40% Proprietary: $6M 2X 2X 2X Net Returns* Risk Metrics Nominal ... Sharpe: 1.73 Program: $0M 2016 YTD: -0.87% Volatility: 7.04% Firm: $26M AROR: +7.04% Max DD: 2.02% Proprietary: $6M Download 1X Performance Summary Download 2X Performance Summary PAST PERFORMANCE

https://www.justice.gov/epstein/files/DataSet%209/EFTA00653559.pdf

EFTA00629669Set 9

2016-05-314p505w

Sharpe: 1.63 Program: $20M EFTA00629669 2016 YTD: -0.07% Volatility: 4.13% Firm: $26M AROR: +6.81% Max DD: 1.40% Proprietary: $6M 2X 2X 2X Net Returns* Risk Metrics Nominal AUM April ... Sharpe: 2.03 Program: $0M 2016 YTD: +0.75% Volatility: 6.90% Firm: $26M AROR: +13.99% Max DD: 2.02% Proprietary: $6M Download 1X Performance Summary Download 2X Performance Summary PAST PERFORMANCE

https://www.justice.gov/epstein/files/DataSet%209/EFTA00629669.pdf

EFTA00649241Set 9

2017-03-294p543w

Sharpe: 1.23 Program: $0M** 2017 YTD: -1.53% Volatility: 6.62% Firm: $40M AROR: +8.16% Max DD: 5.01% Proprietary: $5M lx lx lx Net Returns* Risk Metrics Nominal AUM February: -0.10% Sharpe ... Program: $35M 2017 YTD: -1.10% Volatility: 3.93% Firm: $40M AROR: +3.49% Max DD: 3.26% Proprietary: $5M Download 2X Performance & Commentary Download 1X Performance & Commentary PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE

https://www.justice.gov/epstein/files/DataSet%209/EFTA00649241.pdf

EFTA00683315Set 9

2017-08-304p543w

Sharpe: 1.02 Program: $0M** 2017 YTD: -2.94% Volatility: 6.23% Firm: $95M AROR: +6.38% Max DD: 6.23% Proprietary: $5M EFTA00683315 lx 1X lx Net Returns* Risk Metrics Nominal AUM July ... Sharpe: 0.65 Program: $85M 2017 YTD: -2.61% Volatility: 3.74% Firm: $95M AROR: +2.41% Max DD: 4.74% Proprietary: $5M Download 2X Performance & Commentary Download 1X Performance & Commentary PAST PERFORMANCE

https://www.justice.gov/epstein/files/DataSet%209/EFTA00683315.pdf

EFTA00664651Set 9

2017-07-174p543w

Sharpe: 1.14 Program: $0M** 2017 YTD: -1.87% Volatility: 6.35% Firm: $40M AROR: +7.23% Max DD: 5.46% Proprietary: $5M EFTA00664651 lx 1X lx Net Returns* Risk Metrics Nominal ... Sharpe: 0.77 Program: $35M 2017 YTD: -1.76% Volatility: 3.78% Firm: $40M AROR: +2.89% Max DD: 3.91% Proprietary: $5M Download 2X Performance & Commentary Download 1X Performance & Commentary PAST PERFORMANCE

https://www.justice.gov/epstein/files/DataSet%209/EFTA00664651.pdf

EFTA01105026Set 9

47p13,208w

Inception Date 1Y Return Return 5YAnn. Return Return ITD Ann. Vol. Max DD ITD Beta to S&P 500 Equity Long/Short Seminole ... less than I means that the asset price will move less than the benchmark. Max DD stands for maximum drawdown and is defined as the peak-to-trough decline during

https://www.justice.gov/epstein/files/DataSet%209/EFTA01105026.pdf

EFTA01185594Set 9

2016-01-224p577w

Sharpe: 2.05 Program: $21M EFTA01185594 2015 YTD: +7.79% Volatility: 4.43% Firm: $28M Annualized: +9.10% Max DD: 1.40% Proprietary: $8M Download Performance Summary PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE

https://www.justice.gov/epstein/files/DataSet%209/EFTA01185594.pdf

EFTA00699288Set 9

2016-02-254p577w

Sharpe: 1.67 Program: $21M EFTA00699288 2016 YTD: -1.08% Volatility: 4.56% Firm: $26M 2015: +7.79% Max DD: 1.40% Proprietary: $8M Download Performance Summary PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE

https://www.justice.gov/epstein/files/DataSet%209/EFTA00699288.pdf

EFTA00685237Set 9

2016-03-244p650w

Sharpe: 1.62 Program: $20M EFTA00685237 2016 YTD: -0.90% Volatility: 4.32% Firm: $27M 2015: +7.38% Max DD: 1.40% Proprietary: $7M Download Performance Summary PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE

https://www.justice.gov/epstein/files/DataSet%209/EFTA00685237.pdf